UBS Call 242 3V64 20.12.2024
/ CH1251051707
UBS Call 242 3V64 20.12.2024/ CH1251051707 /
| 10/18/2024 1:15:49 PM |
Chg.+0.14 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.49EUR |
+3.22% |
-
Bid Size: - |
-
Ask Size: - |
VISA INC. CL. A DL -... |
242.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL1S0R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VISA INC. CL. A DL -,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
242.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.14 |
| Parity: |
2.54 |
| Time value: |
2.17 |
| Break-even: |
289.10 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.69 |
| Theta: |
-0.25 |
| Omega: |
3.91 |
| Rho: |
0.23 |
Quote data
| Open: |
4.66 |
| High: |
4.66 |
| Low: |
4.49 |
| Previous Close: |
4.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.29% |
| 1 Month |
|
|
+7.42% |
| 3 Months |
|
|
+38.58% |
| YTD |
|
|
+24.72% |
| 1 Year |
|
|
+70.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.49 |
3.54 |
| 1M High / 1M Low: |
4.49 |
2.91 |
| 6M High / 6M Low: |
4.78 |
2.12 |
| High (YTD): |
3/21/2024 |
5.60 |
| Low (YTD): |
7/26/2024 |
2.12 |
| 52W High: |
3/21/2024 |
5.60 |
| 52W Low: |
7/26/2024 |
2.12 |
| Avg. price 1W: |
|
3.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.77 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
140.06% |
| Volatility 6M: |
|
126.98% |
| Volatility 1Y: |
|
98.62% |
| Volatility 3Y: |
|
- |
